Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-13 0.240161 0.259629 0.280469 0.304528 0.331650 0.361412 0.396723
2025-04-20 0.214738 0.239977 0.268332 0.302825 0.344025 0.392146 0.453335
2025-04-27 0.196372 0.225109 0.258633 0.301153 0.354423 0.420035 0.508738
2025-05-04 0.181897 0.212941 0.250311 0.299432 0.363593 0.446494 0.565155
2025-05-11 0.171130 0.204060 0.244817 0.300147 0.375256 0.476805 0.630519
2025-05-18 0.158230 0.191358 0.233250 0.291578 0.373236 0.487819 0.669638
2025-05-25 0.146583 0.179365 0.221570 0.281611 0.367933 0.493080 0.700287
2025-06-01 0.140129 0.173648 0.217649 0.281739 0.376653 0.519457 0.767914
2025-06-08 0.136951 0.171989 0.218948 0.289108 0.396447 0.564803 0.874984
2025-06-15 0.132346 0.168053 0.216741 0.291062 0.407987 0.598191 0.967244
2025-06-22 0.127165 0.162989 0.212557 0.289632 0.413875 0.622641 1.047310
2025-06-29 0.122299 0.158082 0.208259 0.287614 0.418465 0.645178 1.128020
2025-07-06 0.115568 0.150335 0.199581 0.278477 0.410859 0.645795 1.164864
2025-07-13 0.112165 0.147189 0.197493 0.279548 0.420654 0.679808 1.284054
2025-07-20 0.108807 0.143929 0.195023 0.279770 0.428911 0.711969 1.407932
2025-07-27 0.105545 0.140645 0.192313 0.279357 0.435918 0.742576 1.537180
2025-08-03 0.102954 0.138228 0.190785 0.280766 0.446349 0.781774 1.702510
2025-08-10 0.098530 0.132870 0.184398 0.273459 0.439591 0.783026 1.760000
2025-08-17 0.094050 0.127266 0.177387 0.264669 0.429254 0.775091 1.788078
2025-08-24 0.091853 0.125058 0.175665 0.264992 0.436770 0.808698 1.959555
2025-08-31 0.091184 0.125153 0.177609 0.271881 0.458027 0.878001 2.283171
2025-09-07 0.089518 0.123623 0.176822 0.273766 0.469184 0.924779 2.551110
2025-09-14 0.087326 0.121184 0.174422 0.272518 0.473587 0.955146 2.771180